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IOR
2010
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13 years 8 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
JHSN
2006
100views more  JHSN 2006»
13 years 11 months ago
Reconfiguring Role Based Access Control policies using risk semantics
We present a refined model for Role Based Access Control policies and define a risk measure for the model, which expresses elements of the operational, combinatorial and conflict ...
Benjamin Aziz, Simon N. Foley, John Herbert, Garre...